Rewrite documentation some on `ProbabilisticScorer`
[rust-lightning] / lightning / src / routing / scoring.rs
index 73bbbe460e159378e00d12b6f41a3685bbefc1bb..8206a6b93cc9beee46da045a6e3d5dcc1e5d5085 100644 (file)
@@ -163,6 +163,7 @@ pub trait LockableScore<'a> {
 /// use the Persister to persist it.
 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
 
+#[cfg(not(c_bindings))]
 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
 
 /// (C-not exported)
@@ -188,12 +189,39 @@ pub struct MultiThreadedLockableScore<S: Score> {
        score: Mutex<S>,
 }
 #[cfg(c_bindings)]
-/// (C-not exported)
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
+       fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
+               self.0.channel_penalty_msat(scid, source, target, usage)
+       }
+       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.payment_path_failed(path, short_channel_id)
+       }
+       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+               self.0.payment_path_successful(path)
+       }
+       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.probe_failed(path, short_channel_id)
+       }
+       fn probe_successful(&mut self, path: &[&RouteHop]) {
+               self.0.probe_successful(path)
+       }
+}
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
+       fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+               self.0.write(writer)
+       }
+}
+
+#[cfg(c_bindings)]
 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
-       type Locked = MutexGuard<'a, T>;
+       type Locked = MultiThreadedScoreLock<'a, T>;
 
-       fn lock(&'a self) -> MutexGuard<'a, T> {
-               Mutex::lock(&self.score).unwrap()
+       fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
+               MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
        }
 }
 
@@ -222,7 +250,7 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 }
 
 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
-#[derive(Clone, Copy)]
+#[derive(Clone, Copy, Debug)]
 pub struct ChannelUsage {
        /// The amount to send through the channel, denominated in millisatoshis.
        pub amount_msat: u64,
@@ -287,19 +315,28 @@ type ConfiguredTime = Eternity;
 
 /// [`Score`] implementation using channel success probability distributions.
 ///
-/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
-/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
-/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
-/// Then the negative `log10` of the success probability is used to determine the cost of routing a
-/// specific HTLC amount through a channel.
+/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
+/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
+/// When a payment is forwarded through a channel (but fails later in the route), we learn the
+/// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
+///
+/// These bounds are then used to determine a success probability using the formula from
+/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
 ///
-/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
-/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
-/// [`ProbabilisticScoringParameters`] for details.
+/// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
+/// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
+/// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
+/// terms of the entire path's success probability. This allows the router to directly compare
+/// penalties for different paths. See the documentation of those parameters for the exact formulas.
 ///
-/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
-/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
-/// volume are more likely to experience failed payment paths, which would need to be retried.
+/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
+///
+/// Further, we track the history of our upper and lower liquidity bounds for each channel,
+/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
+/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
+/// formula, but using the history of a channel rather than our latest estimates for the liquidity
+/// bounds.
 ///
 /// # Note
 ///
@@ -307,6 +344,11 @@ type ConfiguredTime = Eternity;
 /// behavior.
 ///
 /// [1]: https://arxiv.org/abs/2107.05322
+/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
+/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
+/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
+/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
+/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
 
 /// Probabilistic [`Score`] implementation.
@@ -360,19 +402,27 @@ pub struct ProbabilisticScoringParameters {
        /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
        /// result in a `u64::max_value` penalty, however.
        ///
+       /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
+       ///
        /// Default value: 30,000 msat
        ///
        /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
        pub liquidity_penalty_multiplier_msat: u64,
 
-       /// The time required to elapse before any knowledge learned about channel liquidity balances is
-       /// cut in half.
+       /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
+       /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
+       /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
+       /// capacity.
+       ///
+       /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
+       /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
+       /// struct documentation for more info on the way the liquidity bounds are used.
        ///
-       /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
-       /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
-       /// the certainty of the channel liquidity balance.
+       /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
+       /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
+       /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
        ///
-       /// Default value: 1 hour
+       /// Default value:  hour
        ///
        /// # Note
        ///
@@ -957,21 +1007,25 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
        fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
-               if amount_msat < self.max_liquidity_msat() {
-                       log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat);
+               let existing_max_msat = self.max_liquidity_msat();
+               if amount_msat < existing_max_msat {
+                       log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
                        self.set_max_liquidity_msat(amount_msat);
                } else {
-                       log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat);
+                       log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
+                               chan_descr, existing_max_msat, amount_msat);
                }
        }
 
        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
        fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
-               if amount_msat > self.min_liquidity_msat() {
-                       log_debug!(logger, "Setting min liquidity of {} to {}", chan_descr, amount_msat);
+               let existing_min_msat = self.min_liquidity_msat();
+               if amount_msat > existing_min_msat {
+                       log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
                        self.set_min_liquidity_msat(amount_msat);
                } else {
-                       log_trace!(logger, "Min liquidity of {} already less than {}", chan_descr, amount_msat);
+                       log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
+                               chan_descr, existing_min_msat, amount_msat);
                }
        }
 
@@ -1540,7 +1594,7 @@ mod tests {
        use util::time::Time;
        use util::time::tests::SinceEpoch;
 
-       use ln::features::{ChannelFeatures, NodeFeatures};
+       use ln::channelmanager;
        use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
        use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
        use routing::router::RouteHop;
@@ -1631,7 +1685,7 @@ mod tests {
                let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
                let secp_ctx = Secp256k1::new();
                let unsigned_announcement = UnsignedChannelAnnouncement {
-                       features: ChannelFeatures::known(),
+                       features: channelmanager::provided_channel_features(),
                        chain_hash: genesis_hash,
                        short_channel_id,
                        node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
@@ -1685,25 +1739,25 @@ mod tests {
                vec![
                        RouteHop {
                                pubkey: source_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 41,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 1,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: target_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 42,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 2,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: recipient_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 43,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: amount_msat,
                                cltv_expiry_delta: 18,
                        },